linconGaussR: Sampling Multivariate Normal Distribution under Linear Constraints

Sample truncated multivariate Normal distribution following Gessner, A., Kanjilal, O., & Hennig, P. (2019). Integrals over Gaussians under Linear Domain Constraints. 108. <arXiv:1910.09328>.

Version: 0.1
Imports: Rcpp (≥ 1.0.7), MASS
LinkingTo: Rcpp, RcppArmadillo
Published: 2021-10-26
Author: Yunyi Shen ORCID iD [aut, cre]
Maintainer: Yunyi Shen <yshen99 at wisc.edu>
BugReports: https://github.com/YunyiShen/linconGaussR/issues
License: GPL-3
URL: https://github.com/YunyiShen/linconGaussR
NeedsCompilation: yes
CRAN checks: linconGaussR results

Documentation:

Reference manual: linconGaussR.pdf

Downloads:

Package source: linconGaussR_0.1.tar.gz
Windows binaries: r-devel: linconGaussR_0.1.zip, r-release: linconGaussR_0.1.zip, r-oldrel: linconGaussR_0.1.zip
macOS binaries: r-release (arm64): linconGaussR_0.1.tgz, r-oldrel (arm64): linconGaussR_0.1.tgz, r-release (x86_64): linconGaussR_0.1.tgz

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